Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47316.21 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45921.23 Kr¶

PnL: ---------------------------------------> -967.34 Kr¶

DD now: ---------------------------------> -2.701 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 11:54:38.862569'

Anic Portfolio¶

Today¶

Return: -0.249 %¶

This Week¶

Return: -1.245 %¶

Total¶

Return: 54.901 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 15.620000 799.600000 126.600000 18.810000 673.000000
FM Mattsson Mora Group B 50 1.330000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.170000 3448.000000 71.000000 2.100000 3377.000000
MedCap 2 0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.380000 390.500000 35.500000 10.000000 355.000000
Intrum 4 5.920000 561.600000 34.600000 6.570000 527.000000
AcadeMedia 12 -0.570000 582.240000 25.240000 4.530000 557.000004
Corem Property Group B 59 -2.770000 600.030000 23.030000 3.990000 576.999999
Resurs Holding 22 -0.910000 596.420000 22.420000 3.910000 573.999998
Eastnine 4 0.800000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 1.870000 556.480000 13.480000 2.480000 543.000000
Boozt 12 -0.070000 1666.800000 12.800000 0.770000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -0.550000 572.250000 10.250000 1.820000 562.000005
Swedbank A 3 -1.110000 573.300000 9.300000 1.650000 564.000000
OEM International B 7 -0.130000 536.900000 8.900000 1.690000 527.999997
Securitas B 6 -0.460000 576.120000 6.120000 1.070000 570.000000
Coor Service Management Hold. 8 0.220000 536.400000 4.400000 0.830000 532.000000
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.390000 246.720000 0.720000 0.290000 246.000000
CTEK 13 0.290000 530.660000 -3.340000 -0.630000 533.999999
Handelsbanken A 5 -1.340000 532.500000 -13.500000 -2.470000 546.000000
Midsona B 63 1.010000 567.000000 -16.000000 -2.740000 582.999984
Nordea Bank Abp 29 -0.940000 3436.500000 -17.500000 -0.510000 3453.999992
Essity B 2 -4.010000 536.800000 -37.200000 -6.480000 574.000000
International Petroleum Corp. 5 -0.900000 547.500000 -47.070000 -7.920000 594.565215
Essity A 4 -3.220000 1082.000000 -67.000000 -5.830000 1149.000000
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Beijer Electronics Group 26 -7.780000 2896.400000 -74.600000 -2.510000 2971.000006
Sampo Oyj SDB 7 -1.380000 3762.500000 -87.500000 -2.270000 3850.000000
Fasadgruppen Group 35 0.580000 3654.000000 -157.000000 -4.120000 3810.999990
OX2 18 1.280000 1421.100000 -242.900000 -14.600000 1663.999992
Axfood 13 -3.090000 3465.800000 -290.200000 -7.730000 3756.000001
Ovzon 52 0.750000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 45921.230000 -967.340000 -2.70138% 46888.564618

Updated:¶

'2023-01-26 11:54:52.041638'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶